-22.6%
FPS vs VXX
-40.7%
+18.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.6% | -7.7% | -23.8% |
| 7D | -23.3% | -4.1% | -19.2% | -25.4% |
| 30D | -42.4% | -0.8% | -41.6% | -41.4% |
| 3M | -43.0% | -19.8% | -23.3% | -49.4% |
| 6M | -44.5% | -40.5% | -4.0% | -57.8% |
| All | -22.6% | -40.7% | +18.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling